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isPartOf:"Journal of econometrics"
~isPartOf:"Journal of empirical finance"
~subject:"Nonparametric statistics"
~subject:"Optionspreistheorie"
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Search: subject_exact:"Volatility"
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Nonparametric statistics
Optionspreistheorie
Volatility
582
Volatilität
581
Theorie
206
Theory
206
Estimation
183
Schätzung
183
Capital income
172
Kapitaleinkommen
172
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101
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Todorov, Viktor
8
Tauchen, George Eugene
5
Xiu, Dacheng
4
Bollerslev, Tim
3
Boswijk, Herman Peter
3
Li, Jia
3
Li, Yingying
3
Zu, Yang
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Andersen, Torben
2
Aït-Sahalia, Yacine
2
Bondarenko, Oleg
2
Christensen, Kim
2
Dalderop, Jeroen
2
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2
Gallant, A. Ronald
2
Jensen, Mark J.
2
Linton, Oliver
2
Maheu, John M.
2
Maneesoonthorn, Worapree
2
Martin, Gael M.
2
Park, Yang-Ho
2
Podolskij, Mark
2
Stentoft, Lars
2
Wang, Bin
2
Zhang, Congshan
2
Zheng, Xinghua
2
Zheng, Xu
2
Amengual, Dante
1
Aretz, Kevin
1
Augustyniak, Maciej
1
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1
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1
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1
Bouezmarni, Taoufik
1
Brandt, Michael W.
1
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1
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Journal of econometrics
Journal of empirical finance
International journal of theoretical and applied finance
157
Quantitative finance
102
Journal of banking & finance
74
The journal of futures markets
73
Applied mathematical finance
72
The journal of computational finance
64
Mathematical finance : an international journal of mathematics, statistics and financial theory
60
Review of derivatives research
49
International journal of financial engineering
48
Finance research letters
47
The North American journal of economics and finance : a journal of financial economics studies
45
Finance and stochastics
42
European journal of operational research : EJOR
41
Journal of mathematical finance
37
The journal of derivatives : the official publication of the International Association of Financial Engineers
37
Computational economics
36
Journal of economic dynamics & control
35
Journal of financial economics
28
Risks : open access journal
28
Research paper series / Swiss Finance Institute
27
Insurance / Mathematics & economics
26
Review of quantitative finance and accounting
26
Annals of finance
25
Energy economics
25
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
24
The European journal of finance
24
Applied economics
23
Discussion paper / Tinbergen Institute
23
Economic modelling
22
International review of economics & finance : IREF
22
Journal of risk and financial management : JRFM
21
SFB 649 discussion paper
21
Decisions in economics and finance : DEF ; a journal of applied mathematics
19
Management science : journal of the Institute for Operations Research and the Management Sciences
19
Economics letters
18
Journal of financial econometrics : official journal of the Society for Financial Econometrics
18
CREATES research paper
17
International review of financial analysis
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ECONIS (ZBW)
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1
Intraday cross-sectional distributions of systematic risk
Andersen, Torben
;
Riva, Raul
;
Thyrsgaard, Martin
; …
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1394-1418
Persistent link: https://www.econbiz.de/10014471397
Saved in:
2
Estimation with mixed data frequencies : a bias-correction approach
Ghosh, Anisha
;
Linton, Oliver
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014477062
Saved in:
3
Semiparametric estimation of latent variable asset pricing models
Dalderop, Jeroen
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-30
Persistent link: https://www.econbiz.de/10014332225
Saved in:
4
Bias reduction in spot volatility estimation from options
Todorov, Viktor
;
Zhang, Yang
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 53-81
Persistent link: https://www.econbiz.de/10014364661
Saved in:
5
A discrete-time hedging framework with multiple factors and fat tails : on what matters
Augustyniak, Maciej
;
Badescu, Alexandru
;
Bégin, …
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 416-444
Persistent link: https://www.econbiz.de/10014339997
Saved in:
6
Consumption risks in option returns
Yang, Shuwen
;
Aretz, Kevin
;
Liu, Hening
;
Zhang, Yuzhao
- In:
Journal of empirical finance
69
(
2022
),
pp. 285-302
Persistent link: https://www.econbiz.de/10013478527
Saved in:
7
Nonparametric jump variation measures from options
Todorov, Viktor
- In:
Journal of econometrics
230
(
2022
)
2
,
pp. 255-280
Persistent link: https://www.econbiz.de/10013463804
Saved in:
8
Testing for the presence of jump components in jump diffusion models
Wang, Bin
;
Zheng, Xu
- In:
Journal of econometrics
230
(
2022
)
2
,
pp. 483-509
Persistent link: https://www.econbiz.de/10013464085
Saved in:
9
Occupation density estimation for noisy high-frequency data
Zhang, Congshan
;
Li, Jia
;
Bollerslev, Tim
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 189-211
Persistent link: https://www.econbiz.de/10013441646
Saved in:
10
Variation and efficiency of high-frequency betas
Zhang, Congshan
;
Li, Jia
;
Todorov, Viktor
;
Tauchen, …
- In:
Journal of econometrics
228
(
2022
)
1
,
pp. 156-175
Persistent link: https://www.econbiz.de/10013441735
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